• Media type: E-Book; Thesis
  • Title: Comparing approximations for risk measures related to sums of correlated lognormal random variables
  • Contributor: Karniychuk, Maryna [Author]
  • imprint: 2007
  • Extent: Online-Ressource (527 KB)
  • Language: English
  • Identifier:
  • Keywords: Risikomaß ; Value at Risk ; Hochschulschrift
  • Origination:
  • University thesis: Chemnitz, Techn. Univ., Masterarb., 2006
  • Footnote:
  • Access State: Open Access